An SQP method for mathematical programs with complementarity constraints with strong convergence properties

DOI10.14736/kyb-2016-2-0169zbMath1357.49124OpenAlexW2339860953MaRDI QIDQ2810178

Helmut Gfrerer, Matúš Benko

Publication date: 31 May 2016

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/145769

zbMATH Keywords

SQP methodmathematical program with complementarity constraintsactive set methodstrong M-stationarity

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Numerical methods based on nonlinear programming (49M37) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items (2)

An SQP method for mathematical programs with vanishing constraints with strong convergence properties ⋮ Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method

Uses Software

• Matlab
• AMPL
• MacMPEC

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